Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
15,511.25 |
15,385.00 |
-126.25 |
-0.8% |
14,991.00 |
High |
15,533.00 |
15,395.75 |
-137.25 |
-0.9% |
15,661.25 |
Low |
15,310.50 |
15,157.50 |
-153.00 |
-1.0% |
14,973.50 |
Close |
15,399.50 |
15,282.25 |
-117.25 |
-0.8% |
15,516.25 |
Range |
222.50 |
238.25 |
15.75 |
7.1% |
687.75 |
ATR |
250.57 |
249.96 |
-0.61 |
-0.2% |
0.00 |
Volume |
596,503 |
644,887 |
48,384 |
8.1% |
2,950,191 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,993.25 |
15,876.00 |
15,413.25 |
|
R3 |
15,755.00 |
15,637.75 |
15,347.75 |
|
R2 |
15,516.75 |
15,516.75 |
15,326.00 |
|
R1 |
15,399.50 |
15,399.50 |
15,304.00 |
15,339.00 |
PP |
15,278.50 |
15,278.50 |
15,278.50 |
15,248.25 |
S1 |
15,161.25 |
15,161.25 |
15,260.50 |
15,100.75 |
S2 |
15,040.25 |
15,040.25 |
15,238.50 |
|
S3 |
14,802.00 |
14,923.00 |
15,216.75 |
|
S4 |
14,563.75 |
14,684.75 |
15,151.25 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,447.00 |
17,169.25 |
15,894.50 |
|
R3 |
16,759.25 |
16,481.50 |
15,705.50 |
|
R2 |
16,071.50 |
16,071.50 |
15,642.25 |
|
R1 |
15,793.75 |
15,793.75 |
15,579.25 |
15,932.50 |
PP |
15,383.75 |
15,383.75 |
15,383.75 |
15,453.00 |
S1 |
15,106.00 |
15,106.00 |
15,453.25 |
15,245.00 |
S2 |
14,696.00 |
14,696.00 |
15,390.25 |
|
S3 |
14,008.25 |
14,418.25 |
15,327.00 |
|
S4 |
13,320.50 |
13,730.50 |
15,138.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,661.25 |
15,157.50 |
503.75 |
3.3% |
196.75 |
1.3% |
25% |
False |
True |
600,742 |
10 |
15,661.25 |
14,751.75 |
909.50 |
6.0% |
257.50 |
1.7% |
58% |
False |
False |
646,766 |
20 |
15,661.25 |
14,609.25 |
1,052.00 |
6.9% |
261.50 |
1.7% |
64% |
False |
False |
648,139 |
40 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
253.00 |
1.7% |
46% |
False |
False |
649,365 |
60 |
16,062.75 |
14,609.25 |
1,453.50 |
9.5% |
244.50 |
1.6% |
46% |
False |
False |
634,305 |
80 |
16,062.75 |
13,500.00 |
2,562.75 |
16.8% |
240.25 |
1.6% |
70% |
False |
False |
486,534 |
100 |
16,062.75 |
12,944.50 |
3,118.25 |
20.4% |
228.50 |
1.5% |
75% |
False |
False |
389,360 |
120 |
16,062.75 |
12,653.00 |
3,409.75 |
22.3% |
227.25 |
1.5% |
77% |
False |
False |
324,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,408.25 |
2.618 |
16,019.50 |
1.618 |
15,781.25 |
1.000 |
15,634.00 |
0.618 |
15,543.00 |
HIGH |
15,395.75 |
0.618 |
15,304.75 |
0.500 |
15,276.50 |
0.382 |
15,248.50 |
LOW |
15,157.50 |
0.618 |
15,010.25 |
1.000 |
14,919.25 |
1.618 |
14,772.00 |
2.618 |
14,533.75 |
4.250 |
14,145.00 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
15,280.50 |
15,372.00 |
PP |
15,278.50 |
15,342.25 |
S1 |
15,276.50 |
15,312.25 |
|